CPU crash

I recently built my computer which consists of
your Athlon XP 1800 Chip (retail) and a ASUS A7V333 mboard. Every now and then the Computer will just shut off. I was trying to play a game,
Medal of Honor and as it tries to load the game, it will also shut the computer off. I will try to turn it on and my motherboard which has a
built in voice reporter will say "CPU TEST FAILED" in a loop. I would then have to do a complete power off and restart my computer for it to work. I am not sure what the problem is. Maybe you guys can shed some light on this problem Thanks, Kawal
Power Supply Wattage: 300 watt
Processor Type: Athlon XP
Heatsink-Fan Model: Came with the chip